PrintScreenbutton, a dialog pops up asking you if you want to copy or save a screenshot.
You can also do screenshots from Gimp: Open Gimp, select File -> Create -> Screen Shot...
To be cool or on older versions of Linux you might want to be able to take screen shot using a command line terminal (virtual terminal, you still need to be in X Windows).
Enter the following command:
import -window root <location to put image>
import -window root ~/screenshot.jpg
So then you can easily press Alt + F2, enter the command above. Then you won't get the terminal window in your screenshot.
On my system, once you have done so once, the next time you start entering the text it autocompletes.
Note: You need ImageMagick installed as
importis included in that package.